Hao Wu

ML
h-index22
12papers
997citations
Novelty57%
AI Score51

12 Papers

17.1CRApr 21Code
SAGE: Signal-Amplified Guided Embeddings for LLM-based Vulnerability Detection

Zhengyang Shan, Xu Qian, Jiayun Xin et al.

Software vulnerabilities are a primary threat to modern infrastructure. While static analysis and Graph Neural Networks have long served as the foundation for vulnerability detection, the emergence of Large Language Models (LLMs) has introduced a transformative paradigm driven by superior semantic reasoning and cross-environment generalization. However, in the context of LLM-based vulnerability detection, we identify a fundamental bottleneck in these models termed \textbf{Signal Submersion}: a state where features related to vulnerability are activated internally but numerically overwhelmed by dominant functional semantics. To address this, we propose \textbf{SAGE} (\textbf{S}ignal-\textbf{A}mplified \textbf{G}uided \textbf{E}mbeddings), a framework that shifts from passive signal submersion to active signal recovery. SAGE integrates task-conditional Sparse Autoencoders (SAEs) to isolate and amplify these faint vulnerability signals. Extensive evaluations on BigVul, PrimeVul, and PreciseBugs demonstrate that SAGE achieves state-of-the-art performance. Notably, SAGE mitigates Signal Submersion by increasing the internal Signal-to-Noise Ratio (SNR) by 12.7$\times$ via sparse manifold projection. This mechanistic intervention enables a 7B model to achieve up to 318\% Matthews Correlation Coefficient (MCC) gains on unseen distributions and a 319\% gain on classic datasets. By maintaining robust performance across 13 programming languages and outperforming 34B baselines, SAGE establishes a more efficient and scalable path to software security than simple parameter scaling.

26.0AIApr 21
AblateCell: A Reproduce-then-Ablate Agent for Virtual Cell Repositories

Xue Xia, Chengkai Yao, Mingyu Tsoi et al.

Systematic ablations are essential to attribute performance gains in AI Virtual Cells, yet they are rarely performed because biological repositories are under-standardized and tightly coupled to domain-specific data and formats. While recent coding agents can translate ideas into implementations, they typically stop at producing code and lack a verifier that can reproduce strong baselines and rigorously test which components truly matter. We introduce AblateCell, a reproduce-then-ablate agent for virtual cell repositories that closes this verification gap. AblateCell first reproduces reported baselines end-to-end by auto-configuring environments, resolving dependency and data issues, and rerunning official evaluations while emitting verifiable artifacts. It then conducts closed-loop ablation by generating a graph of isolated repository mutations and adaptively selecting experiments under a reward that trades off performance impact and execution cost. Evaluated on three single-cell perturbation prediction repositories (CPA, GEARS, BioLORD), AblateCell achieves 88.9% (+29.9% to human expert) end-to-end workflow success and 93.3% (+53.3% to heuristic) accuracy in recovering ground-truth critical components. These results enable scalable, repository-grounded verification and attribution directly on biological codebases.

10.4LGJan 4, 2024
Energy based diffusion generator for efficient sampling of Boltzmann distributions

Yan Wang, Ling Guo, Hao Wu et al.

Sampling from Boltzmann distributions, particularly those tied to high dimensional and complex energy functions, poses a significant challenge in many fields. In this work, we present the Energy-Based Diffusion Generator (EDG), a novel approach that integrates ideas from variational autoencoders and diffusion models. EDG uses a decoder to generate Boltzmann-distributed samples from simple latent variables, and a diffusion-based encoder to estimate the Kullback-Leibler divergence to the target distribution. Notably, EDG is simulation-free, eliminating the need to solve ordinary or stochastic differential equations during training. Furthermore, by removing constraints such as bijectivity in the decoder, EDG allows for flexible network design. Through empirical evaluation, we demonstrate the superior performance of EDG across a variety of sampling tasks with complex target distributions, outperforming existing methods.

4.3NAFeb 22, 2025
Flow-based Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems

Xintong Wang, Xiaofei Guan, Ling Guo et al.

Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle with non-Gaussian distributions, while sequential Monte Carlo methods are computationally intensive and prone to particle degeneracy in high dimensions. Although generative models in machine learning have made significant progress in modeling high-dimensional non-Gaussian distributions, their inefficiency in online updating limits their applicability to filtering problems. To address these challenges, we propose a flow-based Bayesian filter (FBF) that integrates normalizing flows to construct a novel latent linear state-space model with Gaussian filtering distributions. This framework facilitates efficient density estimation and sampling using invertible transformations provided by normalizing flows, and it enables the construction of filters in a data-driven manner, without requiring prior knowledge of system dynamics or observation models. Numerical experiments demonstrate the superior accuracy and efficiency of FBF.

15.5DSOct 28, 2021Code
Deeptime: a Python library for machine learning dynamical models from time series data

Moritz Hoffmann, Martin Scherer, Tim Hempel et al.

Generation and analysis of time-series data is relevant to many quantitative fields ranging from economics to fluid mechanics. In the physical sciences, structures such as metastable and coherent sets, slow relaxation processes, collective variables dominant transition pathways or manifolds and channels of probability flow can be of great importance for understanding and characterizing the kinetic, thermodynamic and mechanistic properties of the system. Deeptime is a general purpose Python library offering various tools to estimate dynamical models based on time-series data including conventional linear learning methods, such as Markov state models (MSMs), Hidden Markov Models and Koopman models, as well as kernel and deep learning approaches such as VAMPnets and deep MSMs. The library is largely compatible with scikit-learn, having a range of Estimator classes for these different models, but in contrast to scikit-learn also provides deep Model classes, e.g. in the case of an MSM, which provide a multitude of analysis methods to compute interesting thermodynamic, kinetic and dynamical quantities, such as free energies, relaxation times and transition paths. The library is designed for ease of use but also easily maintainable and extensible code. In this paper we introduce the main features and structure of the deeptime software.

18.6LGAug 30, 2021
Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models

Ling Guo, Hao Wu, Tao Zhou

We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a Gaussian random field with the Karhunen-Loève (KL) expansion structure and the target stochastic field, where the KL expansion coefficients and the invertible networks are trained by maximizing the sum of the log-likelihood on scattered measurements. This NFF model can be used to solve data-driven forward, inverse, and mixed forward/inverse stochastic partial differential equations in a unified framework. We demonstrate the capability of the proposed NFF model for learning Non Gaussian processes and different types of stochastic partial differential equations.

29.5MLFeb 16, 2020Code
Stochastic Normalizing Flows

Hao Wu, Jonas Köhler, Frank Noé

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo (MCMC) or Langevin Dynamics (LD) can suffer from slow mixing times there is a growing interest in using normalizing flows in order to learn the transformation of a simple prior distribution to the given target distribution. Here we propose a generalized and combined approach to sample target densities: Stochastic Normalizing Flows (SNF) -- an arbitrary sequence of deterministic invertible functions and stochastic sampling blocks. We show that stochasticity overcomes expressivity limitations of normalizing flows resulting from the invertibility constraint, whereas trainable transformations between sampling steps improve efficiency of pure MCMC/LD along the flow. By invoking ideas from non-equilibrium statistical mechanics we derive an efficient training procedure by which both the sampler's and the flow's parameters can be optimized end-to-end, and by which we can compute exact importance weights without having to marginalize out the randomness of the stochastic blocks. We illustrate the representational power, sampling efficiency and asymptotic correctness of SNFs on several benchmarks including applications to sampling molecular systems in equilibrium.

32.4MLDec 4, 2018Code
Boltzmann Generators -- Sampling Equilibrium States of Many-Body Systems with Deep Learning

Frank Noé, Simon Olsson, Jonas Köhler et al.

Computing equilibrium states in condensed-matter many-body systems, such as solvated proteins, is a long-standing challenge. Lacking methods for generating statistically independent equilibrium samples in "one shot", vast computational effort is invested for simulating these system in small steps, e.g., using Molecular Dynamics. Combining deep learning and statistical mechanics, we here develop Boltzmann Generators, that are shown to generate unbiased one-shot equilibrium samples of representative condensed matter systems and proteins. Boltzmann Generators use neural networks to learn a coordinate transformation of the complex configurational equilibrium distribution to a distribution that can be easily sampled. Accurate computation of free energy differences and discovery of new configurations are demonstrated, providing a statistical mechanics tool that can avoid rare events during sampling without prior knowledge of reaction coordinates.

15.3MLMay 19, 2018Code
Deep Generative Markov State Models

Hao Wu, Andreas Mardt, Luca Pasquali et al.

We propose a deep generative Markov State Model (DeepGenMSM) learning framework for inference of metastable dynamical systems and prediction of trajectories. After unsupervised training on time series data, the model contains (i) a probabilistic encoder that maps from high-dimensional configuration space to a small-sized vector indicating the membership to metastable (long-lived) states, (ii) a Markov chain that governs the transitions between metastable states and facilitates analysis of the long-time dynamics, and (iii) a generative part that samples the conditional distribution of configurations in the next time step. The model can be operated in a recursive fashion to generate trajectories to predict the system evolution from a defined starting state and propose new configurations. The DeepGenMSM is demonstrated to provide accurate estimates of the long-time kinetics and generate valid distributions for molecular dynamics (MD) benchmark systems. Remarkably, we show that DeepGenMSMs are able to make long time-steps in molecular configuration space and generate physically realistic structures in regions that were not seen in training data.

19.4MLJul 14, 2017
Variational approach for learning Markov processes from time series data

Hao Wu, Frank Noé

Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly nonlinear dynamical systems is facilitated by the fact that we can often find a (generally nonlinear) transformation of the system coordinates to features in which the dynamics can be excellently approximated by a linear Markovian model. Moreover, the large number of system variables often change collectively on large time- and length-scales, facilitating a low-dimensional analysis in feature space. In this paper, we introduce a variational approach for Markov processes (VAMP) that allows us to find optimal feature mappings and optimal Markovian models of the dynamics from given time series data. The key insight is that the best linear model can be obtained from the top singular components of the Koopman operator. This leads to the definition of a family of score functions called VAMP-r which can be calculated from data, and can be employed to optimize a Markovian model. In addition, based on the relationship between the variational scores and approximation errors of Koopman operators, we propose a new VAMP-E score, which can be applied to cross-validation for hyper-parameter optimization and model selection in VAMP. VAMP is valid for both reversible and nonreversible processes and for stationary and non-stationary processes or realizations.

15.2MLOct 20, 2016
Variational Koopman models: slow collective variables and molecular kinetics from short off-equilibrium simulations

Hao Wu, Feliks Nüske, Fabian Paul et al.

Markov state models (MSMs) and Master equation models are popular approaches to approximate molecular kinetics, equilibria, metastable states, and reaction coordinates in terms of a state space discretization usually obtained by clustering. Recently, a powerful generalization of MSMs has been introduced, the variational approach (VA) of molecular kinetics and its special case the time-lagged independent component analysis (TICA), which allow us to approximate slow collective variables and molecular kinetics by linear combinations of smooth basis functions or order parameters. While it is known how to estimate MSMs from trajectories whose starting points are not sampled from an equilibrium ensemble, this has not yet been the case for TICA and the VA. Previous estimates from short trajectories, have been strongly biased and thus not variationally optimal. Here, we employ Koopman operator theory and ideas from dynamic mode decomposition (DMD) to extend the VA and TICA to non-equilibrium data. The main insight is that the VA and TICA provide a coefficient matrix that we call Koopman model, as it approximates the underlying dynamical (Koopman) operator in conjunction with the basis set used. This Koopman model can be used to compute a stationary vector to reweight the data to equilibrium. From such a Koopman-reweighted sample, equilibrium expectation values and variationally optimal reversible Koopman models can be constructed even with short simulations. The Koopman model can be used to propagate densities, and its eigenvalue decomposition provide estimates of relaxation timescales and slow collective variables for dimension reduction. Koopman models are generalizations of Markov state models, TICA and the linear VA and allow molecular kinetics to be described without a cluster discretization.

1.1LGDec 31, 2014
Maximum Margin Clustering for State Decomposition of Metastable Systems

Hao Wu

When studying a metastable dynamical system, a prime concern is how to decompose the phase space into a set of metastable states. Unfortunately, the metastable state decomposition based on simulation or experimental data is still a challenge. The most popular and simplest approach is geometric clustering which is developed based on the classical clustering technique. However, the prerequisites of this approach are: (1) data are obtained from simulations or experiments which are in global equilibrium and (2) the coordinate system is appropriately selected. Recently, the kinetic clustering approach based on phase space discretization and transition probability estimation has drawn much attention due to its applicability to more general cases, but the choice of discretization policy is a difficult task. In this paper, a new decomposition method designated as maximum margin metastable clustering is proposed, which converts the problem of metastable state decomposition to a semi-supervised learning problem so that the large margin technique can be utilized to search for the optimal decomposition without phase space discretization. Moreover, several simulation examples are given to illustrate the effectiveness of the proposed method.